• 한국수학교육학회지시리즈B:순수및응용수학
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• 제25권2호
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• pp.59-71
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• 2018

We consider the boundary value problem with a Dirichlet condition for a second order linear uniformly elliptic operator in a non-divergence form. We study some properties of a barrier at infinity which was introduced by Meyers and Serrin to investigate a solution in an exterior domains. Also, we construct a modified barrier for more general domain than an exterior domain.

• Journal of the Korean Statistical Society
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• 제24권1호
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• pp.141-147
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• 1995

A diffusion model for a system subject to random shocks is introduced. It is assumed that the state of system is modeled by a Brownian motion with negative drift and an absorbing barrier at the origin. It is also assumed that the shocks coming to the system according to a Poisson process decrease the state of the system by a random amount. It is further assumed that a repairman arrives according to another Poisson process and repairs or replaces the system i the system, when he arrives, is in state zero. A forward differential equation is obtained for the distribution function of X(t), the state of the systme at time t, some boundary conditions are discussed, and several interesting characteristics are derived, such as the first passage time to state zero, F(0,t), the probability of the system being in state zero at time t, and F(0), the limit of F(0,t) as t tends to infinity.